Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47739.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46344.12 Kr¶

PnL: ---------------------------------------> -544.45 Kr¶

DD now: ---------------------------------> -1.832 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:24:31.406573'

Anic Portfolio¶

Today¶

Return: 0.898 %¶

This Week¶

Return: 0.433 %¶

Total¶

Return: 56.285 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.880000 3203.200000 232.200000 7.820000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.420000 3440.800000 63.800000 1.890000 3377.000000
Corem Property Group B 59 0.970000 617.140000 40.140000 6.960000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.510000 383.900000 28.900000 8.140000 355.000000
Resurs Holding 22 4.390000 601.700000 27.700000 4.830000 573.999998
AcadeMedia 12 0.910000 584.640000 27.640000 4.960000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
Fastighetsbolag. Emilshus Pref 21 2.230000 577.500000 15.500000 2.760000 562.000005
HMS Networks 2 0.060000 686.800000 13.800000 2.050000 673.000000
Intrum 4 0.340000 538.000000 11.000000 2.090000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Boozt 12 2.220000 1660.800000 6.800000 0.410000 1653.999996
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Swedbank A 3 0.690000 566.850000 2.850000 0.510000 564.000000
Essity B 2 0.560000 574.400000 0.400000 0.070000 574.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 -0.090000 563.280000 -6.720000 -1.180000 570.000000
CTEK 13 1.360000 524.420000 -9.580000 -1.790000 533.999999
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.590000 3441.140000 -12.860000 -0.370000 3453.999992
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Axfood 13 -0.180000 3634.800000 -121.200000 -3.230000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 1.640000 3468.500000 -342.500000 -8.990000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46344.120000 -544.450000 -1.8319% 46888.564618

Updated:¶

'2023-01-20 13:24:44.008737'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶